CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 05-Aug-2022

Day Change Summary
	Previous	Current
	04-Aug-2022	05-Aug-2022	Change	Change %	Previous Week
Open	0.6952	0.6970	0.0018	0.3%	0.6995
High	0.6994	0.6979	-0.0015	-0.2%	0.7052
Low	0.6939	0.6874	-0.0066	-0.9%	0.6874
Close	0.6986	0.6911	-0.0075	-1.1%	0.6911
Range	0.0055	0.0106	0.0051	91.8%	0.0178
ATR	0.0086	0.0088	0.0002	2.2%	0.0000
Volume	56,260	84,217	27,957	49.7%	410,778

Daily Pivots for day following 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7238	0.7180	0.6969
R3	0.7132	0.7074	0.6940
R2	0.7027	0.7027	0.6930
R1	0.6969	0.6969	0.6921	0.6945
PP	0.6921	0.6921	0.6921	0.6909
S1	0.6863	0.6863	0.6901	0.6840
S2	0.6816	0.6816	0.6892
S3	0.6710	0.6758	0.6882
S4	0.6605	0.6652	0.6853

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7479	0.7373	0.7009
R3	0.7301	0.7195	0.6960
R2	0.7123	0.7123	0.6944
R1	0.7017	0.7017	0.6927	0.6981
PP	0.6945	0.6945	0.6945	0.6927
S1	0.6839	0.6839	0.6895	0.6803
S2	0.6767	0.6767	0.6878
S3	0.6589	0.6661	0.6862
S4	0.6411	0.6483	0.6813

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7052	0.6874	0.0178	2.6%	0.0086	1.2%	21%	False	True	82,155
10	0.7052	0.6874	0.0178	2.6%	0.0086	1.2%	21%	False	True	88,196
20	0.7052	0.6686	0.0366	5.3%	0.0087	1.3%	62%	False	False	92,079
40	0.7202	0.6686	0.0516	7.5%	0.0091	1.3%	44%	False	False	97,244
60	0.7291	0.6686	0.0605	8.8%	0.0088	1.3%	37%	False	False	68,084
80	0.7500	0.6686	0.0814	11.8%	0.0088	1.3%	28%	False	False	51,090
100	0.7665	0.6686	0.0979	14.2%	0.0081	1.2%	23%	False	False	40,882

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7427
2.618	0.7255
1.618	0.7150
1.000	0.7085
0.618	0.7044
HIGH	0.6979
0.618	0.6939
0.500	0.6926
0.382	0.6914
LOW	0.6874
0.618	0.6808
1.000	0.6768
1.618	0.6703
2.618	0.6597
4.250	0.6425

Fisher Pivots for day following 05-Aug-2022
Pivot	1 day	3 day
R1	0.6926	0.6934
PP	0.6921	0.6926
S1	0.6916	0.6919

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These figures are updated between 7pm and 10pm EST after a trading day.

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